arrow
Return

feologit: A new command for fitting fixed-effects ordered logit models

delete2020-06-19
delete76
delete
OA
AI
G
Gregori Baetschmann *
A
Alexander Ballantyne
K
Kevin E. Staub
R
Rainer Winkelmann
DOI:10.1177/1536867X20930984delete
deleteOriginal
deleteShare
deleteSave
View PDF
Abstract

Abstract

En 中文
In this article, we describe how to fit panel-data ordered logit models with fixed effects using the new community-contributed commandfeologit. Fixed-effects models are increasingly popular for estimating causal effects in the social sciences because they flexibly control for unobserved time-invariant heterogeneity. The ordered logit model is the standard model for ordered dependent variables, and this command is the first in Stata specifically for this model with fixed effects. The command includes a choice between two estimators, the blowup and cluster (BUC) estimator introduced in Baetschmann, Staub, and Winkelmann (2015,Journal of the Royal Statistical Society, Series A178: 685-703) and the BUC-tau estimator in Baetschmann (2012,Economics Letters115: 416-418). Baetschmann, Staub, and Winkelmann (2015) showed that the BUC estimator has good properties and is almost as efficient as more complex estimators such as generalized method-of-moments and empirical likelihood estimators. The command and model interpretations are illustrated with an analysis of the effect of parenthood on life satisfaction using data from the German Socio-Economic Panel.
Keywords:
st0596
feologit
panel data
ordered dependent variables
logistic models
fixed effects
blow-up and cluster estimator
AI Summary

AI Summary

Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.

Journal

S
Stata Journal
IF:
2.4
Papers:
1.2K
Citations:
8.4K

Organization

U
university of zurich
Scholars:
5.0W
Papers: 4.0W
Citations: 65
U
university of melbourne
Scholars:
5.7W
Papers: 5.4W
Citations: 69
U
University of Bern
Scholars:
3.9W
Papers: 3.1W
Citations: 4.8W
researcher View more organizations